| Trading Metrics calculated at close of trading on 12-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2016 |
12-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
4,713.0 |
4,712.0 |
-1.0 |
0.0% |
4,860.0 |
| High |
4,777.0 |
4,755.0 |
-22.0 |
-0.5% |
4,929.0 |
| Low |
4,713.0 |
4,689.0 |
-24.0 |
-0.5% |
4,644.0 |
| Close |
4,767.0 |
4,698.0 |
-69.0 |
-1.4% |
4,698.0 |
| Range |
64.0 |
66.0 |
2.0 |
3.1% |
285.0 |
| ATR |
93.3 |
92.2 |
-1.1 |
-1.2% |
0.0 |
| Volume |
25,187 |
29,738 |
4,551 |
18.1% |
148,705 |
|
| Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,912.0 |
4,871.0 |
4,734.3 |
|
| R3 |
4,846.0 |
4,805.0 |
4,716.2 |
|
| R2 |
4,780.0 |
4,780.0 |
4,710.1 |
|
| R1 |
4,739.0 |
4,739.0 |
4,704.1 |
4,726.5 |
| PP |
4,714.0 |
4,714.0 |
4,714.0 |
4,707.8 |
| S1 |
4,673.0 |
4,673.0 |
4,692.0 |
4,660.5 |
| S2 |
4,648.0 |
4,648.0 |
4,685.9 |
|
| S3 |
4,582.0 |
4,607.0 |
4,679.9 |
|
| S4 |
4,516.0 |
4,541.0 |
4,661.7 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,612.0 |
5,440.0 |
4,854.8 |
|
| R3 |
5,327.0 |
5,155.0 |
4,776.4 |
|
| R2 |
5,042.0 |
5,042.0 |
4,750.3 |
|
| R1 |
4,870.0 |
4,870.0 |
4,724.1 |
4,813.5 |
| PP |
4,757.0 |
4,757.0 |
4,757.0 |
4,728.8 |
| S1 |
4,585.0 |
4,585.0 |
4,671.9 |
4,528.5 |
| S2 |
4,472.0 |
4,472.0 |
4,645.8 |
|
| S3 |
4,187.0 |
4,300.0 |
4,619.6 |
|
| S4 |
3,902.0 |
4,015.0 |
4,541.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,929.0 |
4,644.0 |
285.0 |
6.1% |
91.4 |
1.9% |
19% |
False |
False |
29,741 |
| 10 |
5,023.0 |
4,644.0 |
379.0 |
8.1% |
79.8 |
1.7% |
14% |
False |
False |
31,699 |
| 20 |
5,023.0 |
4,644.0 |
379.0 |
8.1% |
79.1 |
1.7% |
14% |
False |
False |
31,667 |
| 40 |
5,297.0 |
4,644.0 |
653.0 |
13.9% |
79.4 |
1.7% |
8% |
False |
False |
32,817 |
| 60 |
5,297.0 |
4,644.0 |
653.0 |
13.9% |
69.6 |
1.5% |
8% |
False |
False |
23,273 |
| 80 |
5,307.0 |
4,644.0 |
663.0 |
14.1% |
58.9 |
1.3% |
8% |
False |
False |
17,489 |
| 100 |
5,307.0 |
4,644.0 |
663.0 |
14.1% |
54.3 |
1.2% |
8% |
False |
False |
14,004 |
| 120 |
5,307.0 |
4,644.0 |
663.0 |
14.1% |
48.9 |
1.0% |
8% |
False |
False |
11,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,035.5 |
|
2.618 |
4,927.8 |
|
1.618 |
4,861.8 |
|
1.000 |
4,821.0 |
|
0.618 |
4,795.8 |
|
HIGH |
4,755.0 |
|
0.618 |
4,729.8 |
|
0.500 |
4,722.0 |
|
0.382 |
4,714.2 |
|
LOW |
4,689.0 |
|
0.618 |
4,648.2 |
|
1.000 |
4,623.0 |
|
1.618 |
4,582.2 |
|
2.618 |
4,516.2 |
|
4.250 |
4,408.5 |
|
|
| Fisher Pivots for day following 12-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
4,722.0 |
4,728.0 |
| PP |
4,714.0 |
4,718.0 |
| S1 |
4,706.0 |
4,708.0 |
|